Jean-Marie Dufour

发表

Improved Nonparametric Inference for the Mean of a Bounded Random Variable with Application to Poverty Measures

Mame Astou Diouf, Jean-Marie Dufour, 2005 .

Testing Causality between Two Vectors in Multivariate Autoregressive Moving Average Models

Jean-Marie Dufour, H. Boudjellaba, R. Roy, 1992 .

Testing Causality Between Two Vectors in Multivariate Arma Models

Jean-Marie Dufour, R. Roy, B. Boudjellaba, 1991 .

Finite-sample inference and nonstandard asymptotics with Monte Carlo tests and R

Jean-Marie Dufour, Julien Neves, 2019, Handbook of Statistics.

Monte Carlo Test Methods in Econometrics

Jean-Marie Dufour, Lynda Khalaf, 2007 .

Simulation-based finite-sample tests for heteroskedasticity and ARCH effects

Jean-Marie Dufour, Lynda Khalaf, Jean-Thomas Bernard, 2004 .

The New Palgrave Dictionary of Economics Online model selection

Jean-Marie Dufour, 2022 .

Multivariate residual-based finite-sample tests for serial dependence and ARCH effects with applications to asset pricing models

Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf, 2010 .

Exact Skewness–Kurtosis Tests for Multivariate Normality and Goodness‐of‐Fit in Multivariate Regressions with Application to Asset Pricing Models*

Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf, 2003 .

Short and long run causality measures: Theory and inference

Jean-Marie Dufour, A. Taamouti, 2008 .

Simulation�?Based Finite Sample Normality Tests in Linear Regressions

Jean-Marie Dufour, L. Gardiol, Abdeljelil Farhat, 1998 .

A simple estimation method and finite-sample inference for a stochastic volatility model

Jean-Marie Dufour, P. Valéry, Pascale Valéry, 2004 .

Série Scientifique Scientific Series Exact Nonparametric Two- Sample Homogeneity Tests for Possibly Discrete Distributions Exact Nonparametric Two-sample Homogeneity Tests for Possibly Discrete Distribution

Jean-Marie Dufour, Abdeljelil Farhat, Jean-Marie Dufour, 2022 .

Some Impossibility Theorems in Econometrics with Applications to Structural and Dynamic Models

Jean-Marie Dufour, Jean-Marie Dufour, 1997 .

A regularized goodness-of-fit test for copulas

Jean-Marie Dufour, Christian Genest, Wanling Huang, 2013 .

Invariant tests based on M-estimators, estimating functions, and the generalized method of moments

Jean-Marie Dufour, A. Trognon, Purevdorj Tuvaandorj, 2017 .

Identification-Robust Estimation and Testing of the Zero-Beta CAPM

Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf, 2011 .

Recursive stability analysis of linear regression relationships: An exploratory methodology

Jean-Marie Dufour, Jean-Marie Dufour, 1982 .

RECURSIVE STABILITY ANALYSIS OF LINEAR REGRESSION

Jean-Marie Dufour, Jean-Marie Dufour, 1982 .

Multivariate Tests of Mean–Variance Efficiency With Possibly Non-Gaussian Errors

Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf, 2007 .

Generalized $$C(\alpha )$$ Tests for Estimating Functions with Serial Dependence

Jean-Marie Dufour, A. Trognon, Purevdorj Tuvaandorj, 2016 .

A Simple Efficient Moment-based Estimator for the Stochastic Volatility Model

Jean-Marie Dufour, M. Ahsan, 2019, Advances in Econometrics.

Exogeneity Tests, Incomplete Models, Weak Identification and Non-Gaussian Distributions: Invariance and Finite-Sample Distributional Theory

Jean-Marie Dufour, Firmin Doko Tchatoka, F. Doko Tchatoka, 2016, Journal of Econometrics.

Asymptotic Distribution of a Simple Linear Estimator for Varma Models in Echelon Form

Jean-Marie Dufour, Tarek Jouini, 2005 .

AUTOREGRESSIONS WHEN THE TRUE ORDER IS UNKNOWN

Jean-Marie Dufour, 1984 .

Union-Intersection and Sample-Split Methods in Econometrics with Applications to MA and SURE Models ∗

Jean-Marie Dufour, Olivier Torrès, 1998 .

RANK TESTS FOR SERIAL CORRELATION*

Jean-Marie Dufour, 2001 .

Asset-pricing anomalies and spanning: Multivariate and multifactor tests with heavy-tailed distributions

Jean-Marie Dufour, Lynda Khalaf, Marie-Claude Beaulieu, 2010 .

Finite-Sample Distribution-Free Inference in Linear Median Regressions Under Heteroscedasticity and Non-Linear Dependence of Unknown Form

Jean-Marie Dufour, Elise Coudin, 2009 .

Exchange Rates and Commodity Prices: Measuring Causality at Multiple Horizons

J. Galbraith, Jean-Marie Dufour, Huimin Zhang, 2015 .

Exchange Rates and Commodity Prices: Measuring Causality at Multiple Horizons

John W. Galbraith, J. Galbraith, Jean-Marie Dufour, 2015 .

Identification-Robust Inequality Analysis

Jean-Marie Dufour, Lynda Khalaf, Emmanuel Flachaire, 2020 .

Exact confidence sets and goodness-of-fit methods for stable distributions

Jean-Marie Dufour, Lynda Khalaf, Marie-Claude Beaulieu, 2014 .

Durbin-Watson Tests for Serial Correlation in Regressions with Missing Observations

Jean-Marie Dufour, M. Dagenais, 1985 .

Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference

Jean-Marie Dufour, Lynda Khalaf, Marie-Claude Beaulieu, 2020 .

Recursive Stability Analysis of Linear Regression Relationships

Jean-Marie Dufour, Jean-Marie Dufour, 1981 .

Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms

Jean-Marie Dufour, A. Taamouti, 2008 .

Cahier 17-2002 TESTING MEAN-VARIANCE EFFICIENCY IN CAPM WITH POSSIBLY NON-GAUSSIAN ERRORS : AN EXACT SIMULATION-BASED APPROACH

Jean-Marie Dufour, Lynda Khalaf, Marie-Claude Beaulieu, 2003 .

Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach

Jean-Marie Dufour, Lynda Khalaf, Marie-Claude Beaulieu, 2002, SSRN Electronic Journal.

PREDICTIONS FROM ESTIMATED VECTOR AUTOREGRESSIONS

Jean-Marie Dufour, 1985 .

Finite-sample simulation-based inference in VAR models with application to Granger causality testing

Jean-Marie Dufour, Tarek Jouini, 2006 .

WITH APPLICATIONS TO STRUCTURAL AND DYNAMIC MODELS

Jean-Marie Dufour, 1997 .

Finite-sample Resampling-based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability

Jean-Marie Dufour, Lynda Khalaf, Marcel-Cristian Voia, 2013, Commun. Stat. Simul. Comput..

Pitfalls of Rescalling Regression Models with Box-Cox Transformations

Jean-Marie Dufour, M. Dagenais, 1994 .

Introduction to stochastic processes

Jean-Marie Dufour, 2006 .

Measuring causality between volatility and returns with high-frequency data

René Garcia, Jean-Marie Dufour, A. Taamouti, 2008 .

Exact Nonparametric Orthogonality and Random Walk Tests

Jean-Marie Dufour, Bryan Campbell, 1995 .

Exact inference and optimal invariant estimation for the stability parameter of symmetric α-stable distributions

Jean-Marie Dufour, Jeong‐Ryeol Kurz‐Kim, Jeong-Ryeol Kurz-Kim, 2010 .

Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit

Jean-Marie Dufour, Lynda Khalaf, Maral Kichian, 2009 .

Structural Inflation Models with Real Wage Rigidities: The Case of Canada

Jean-Marie Dufour, Lynda Khalaf, Maral Kichian, 2009 .

Factor-Augmented VARMA Models With Macroeconomic Applications

Jean-Marie Dufour, D. Stevanović, D. Stevanovic, 2013 .

Testing the CAPM with possibly non-Gaussian error distributions: an exact simulation-based approach ⁄

Jean-Marie Dufour, Lynda Khalaf, Marie-Claude Beaulieu, 2002 .

Finite-sample simulation-based tests in VAR models with applications to order selection and causality testing

Jean-Marie Dufour, Tarek Jouini, 2004 .

Monte Carlo Test Applied to Models Estimated by Indirect Inference

Jean-Marie Dufour, P. Valéry, 2000 .

Série Scientifique Scientific Series 2011 s-25 Asymptotic Distributions for Some Quasi-Efficient Estimators in Echelon VARMA Models

Jean-Marie Dufour, Tarek Jouini, 2010 .

Asymptotic distributions for some quasi-efficient estimators i n echelon-form VARMA models 1

Jean-Marie Dufour, Tarek Jouini, 2010 .

DISCOVER WILEY'S LEADING STATISTICS JOURNALS

Concha Bielza, Pedro Larrañaga, Serge Rudaz, 2014 .

Simulation Based Finite- and Large-Sample Inference Methods in Simultaneous Equations

Jean-Marie Dufour, Lynda Khalaf, 1999 .

Simulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions

Jean-Marie Dufour, Lynda Khalaf, 1998 .

Permutation Tests for Comparing Inequality Measures

Jean-Marie Dufour, Lynda Khalaf, Emmanuel Flachaire, 2019 .

Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration.

Jean-Marie Dufour, 1995 .

Reverse Regressions, Symmetry and Test Distributions in Linear Models

Jean-Marie Dufour, Byung-Goo Kang, 2022, Journal of Quantitative Economics.

Exact Monte Carlo Tests Applied to Models Estimated by Indirect Inference and by Eecient Method of Moments

Jean-Marie Dufour, C. Gouriéroux, P. Valéry, 2000 .

CFEnetwork: The annals of computational and financial econometrics, 3rd issue

Robert Taylor, Jean-Marie Dufour, Helmut Lütkepohl, 2014, Computational Statistics & Data Analysis.

The Demand for Money During the German Hyperinflation: a Recursive Stability Analysis

Jean-Marie Dufour, 1981 .

Identification-robust analysis of DSGE and structural macroeconomic models

Jean-Marie Dufour, Lynda Khalaf, Maral Kichian, 2013 .

Weak identification in probit models with endogenous covariates

Jean-Marie Dufour, Joachim Wilde, 2018, AStA Advances in Statistical Analysis.

An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient

Jean-Marie Dufour, M. Hallin, 1990 .

Nonparametric testing for time series: A bibliography

Jean-Marie Dufour, Yves Lepage, Hanna Zeidan, 1982 .

Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves

Jean-Marie Dufour, Byung-Keun Kang, 2021, Econometric Reviews.

Identification�?Robust Inference for Endogeneity Parameters in Linear Structural Models

Jean-Marie Dufour, F. Doko Tchatoka, 2014 .

Estimation uncertainty in structural inflation models with real wage rigidities

Jean-Marie Dufour, Lynda Khalaf, Maral Kichian, 2010, Comput. Stat. Data Anal..

Assessing indexation-based Calvo inflation models

Jean-Marie Dufour, Lynda Khalaf, Maral Kichian, 2009 .

Confidence sets for covariances between errors and endogenous regressors with possibly weak instruments ∗

Jean-Marie Dufour, F. Doko, 2009 .

Instrument endogeneity and identification-robust tests: Some analytical results

Jean-Marie Dufour, F. Doko, 2008 .

Further results on projection-based inference in IV regressions with weak, collinear or missing instruments ∗

Jean-Marie Dufour, Jean-Marie Dufour, Mohamed Taamouti, 2007 .

Working Paper / Document de travail 2009-7 Assessing Indexation-Based Calvo Inflation Models

Jean-Marie Dufour, Lynda Khalaf, Maral Kichian, 2007 .

Structural Estimation and Evaluation of Calvo-Style Inflation Models

Jean-Marie Dufour, Lynda Khalaf, Maral Kichian, 2006 .

Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis

Jean-Marie Dufour, Lynda Khalaf, Maral Kichian, 2005 .

Simulation-Based Finite-Sample Inference in Simultaneous Equations

Jean-Marie Dufour, Lynda Khalaf, 2004 .

Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments

Jean-Marie Dufour, Jean-Marie Dufour, Mohamed Taamouti, 2005 .

Identification, Weak Instruments, and Statistical Inference in Econometrics

Jean-Marie Dufour, Jean-Marie Dufour, 2003 .

Finite Sample Limited Information Inference Methods for Structural Equations and Models With Generated Regressors

Jean-Marie Dufour, J. Jasiak, 2001 .

Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors

Jean-Marie Dufour, Jean-Marie Dufour, J. Jasiak, 1998 .

Structural multi-equation macroeconomic models : complete versus limited-information identification-robust estimation and fit ∗

Jean-Marie Dufour, 2011 .

On the precision of Calvo parameter estimates in structural NKPC models

Jean-Marie Dufour, Lynda Khalaf, Maral Kichian, 2010 .

Science, prediction and models

Jean-Marie Dufour, Jean-Marie Dufour, 2008 .

Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing

Jean-Marie Dufour, Tarek Jouini, 2005 .

Short run and long run causality in time series: Inference

Denis Pelletier, Jean-Marie Dufour, Éric Renault, 2003 .

Short run and long run causality in time series

Jean-Marie Dufour, Jean-Marie Dufour, 2003 .

Bias of S 2 in Linear Regressions with Dependent Errors

Jean-Marie Dufour, 1986 .

Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes

Jean-Marie Dufour, Olivier Torrès, 2000 .

Nonuniform Bounds for Nonparametric t-Tests

Jean-Marie Dufour, M. Hallin, 1991, Econometric Theory.

Tests of Equality Between Sets of Coefficients in Several Regressions with Explanatory - Variable Matrices of Any Rank

Jean-Marie Dufour, 1980 .

Wald tests when restrictions are locally singular

Victoria Zinde-Walsh, Jean-Marie Dufour, É. Renault, 2013, 1312.0569.

Estimators of the disturbance variance in econometric models: small-sample bias and the existence of moments

Jean-Marie Dufour, 1988 .

Linear Wald Methods for Inference on Covariances and Weak Exogeneity Tests in Structural Equations

Jean-Marie Dufour, 1987 .

Exact tests and confidence sets in linear regressions with autocorrelated errors

Jean-Marie Dufour, Jean-Marie Dufour, 1990 .

Investment, Taxation, and Econometric Policy Evaluation: Some Evidence on the Lucas Critique

Jean-Marie Dufour, 1981 .

Dummy variables and predictive tests for structural change

Jean-Marie Dufour, 1980 .

Rank Tests for Serial Dependence

Jean-Marie Dufour, 1981 .

Basic asymptotic theory

Jean-Marie Dufour, 2011 .

Short-Run and Long-Rub Causality in Time Series: Theory.

Jean-Marie Dufour, Eric Renault, Jean-Marie Dufour, 1998 .

Directional Tests and Confidence Bounds on Economic Inequality

Jean-Marie Dufour, Lynda Khalaf, Emmanuel Flachaire, 2022, Econometrics and Statistics.

Finite-sample Simulation-based Tests in Seemingly Unrelated Regressions A

Jean-Marie Dufour, Lynda Khalaf, Marcel Dagenais, 2022 .

Exact Tests Structural Change in First-Order Dynamic Models

Jean-Marie Dufour, Jan F. Kiviet, Jean-Marie Dufour, 1995 .

On the Sensitivity of Granger Causality to Errors‐In‐Variables, Linear Transformations and Subsampling

Manfred Deistler, Brian D.O. Anderson, B. Anderson, 2018, Journal of time series analysis.

Simulation-Based Finite and Large Sample Tests in Multivariate Regressions

Jean-Marie Dufour, Lynda Khalaf, Jean-Marie Dufour, 2002 .

Nonlinear models, rescaling and test invariance

Jean-Marie Dufour, M. Dagenais, 1992 .

Invariance, Nonlinear Models and Asymptotic Tests

Jean-Marie Dufour, Marcel G. Dagenais, Jean-Marie Dufour, 1991 .

Generalized run tests for heteroscedastic time series

I. Mizera, Jean-Marie Dufour, M. Hallin, 1998 .

Generalized Portmanteau Statistics and Tests of Randomness

Jean-Marie Dufour, Roch Roy, Jean-Marie Dufour, 1985 .

Some Robust Exact Results on Sample Autocorrelations and Tests of Randomness

Jean-Marie Dufour, Roch Roy, Jean-Marie Dufour, 1985 .

Finite and Large Sample Distribution-Free Inference in Median Regressions with Instrumental Variables

Jean-Marie Dufour, Elise Coudin, 2010 .

Excat Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter

Jean-Marie Dufour, Bryan Campbell, 1997 .

Editors' introduction recent developments in the econometrics of structural change

Jean-Marie Dufour, Eric Ghysels, Jean-Marie Dufour, 1996 .

Finite-sample Resampling-based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability

Jean-Marie Dufour, Lynda Khalaf, Marcel Voia, 2013, Commun. Stat. Simul. Comput..

Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form

Jean-Marie Dufour, Abderrahim Taamouti, Jean-Marie Dufour, 2010, Comput. Stat. Data Anal..

Simulation-based ! nite-sample tests for heteroskedasticity and ARCH e * ects

Jean-Marie Dufour, Lynda Khalaf, Jean-Thomas Bernardc, 2003 .

Série Scientifique Scientific Series 2011 s24 Robust Sign-Based and Hodges-Lehmann Estimators in Linear Median Regressions with Heterogenous Serially Dependent Errors

Jean-Marie Dufour, Elise Coudin, 2010 .

Finite-sample identification-robust inference for unobservable zero-beta rates and portfolio efficiency with non-Gaussian distributions ⁄

Jean-Marie Dufour, Lynda Khalaf, Marie-Claude Beaulieu, 2007 .

Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard

Jean-Marie Dufour, Jean-Marie Dufour, 2006 .

Monte Carlo Tests and Regularized Indirect Inference for a Stochastic Volatility Model

Jean-Marie Dufour, P. Valéry, Pascale Valéry, 2004 .

Testing Black’s CAPM with possibly non-Gaussian errors: an exact simulation-based approach

Jean-Marie Dufour, Lynda Khalaf, Marie-Claude Beaulieu, 2004 .

Unbiasedness of Predictions from Etimated Vector Autoregressions

Jean-Marie Dufour, Jean-Marie Dufour, 1985, Econometric Theory.

Unbiasedness of Predictions From Estimated Vector Autoregressions

Jean-Marie Dufour, Jean-Marie Dufour, 1983 .

Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions *

Jean-Marie Dufour, Lynda Khalaf, 2022 .

On spectral estimation for a homogeneous random process on the circle

Jean-Marie Dufour, Roch Roy, Jean-Marie Dufour, 1976 .

Simple exact bounds for distributions of linear signed rank statistics

Jean-Marie Dufour, M. Hallin, 1992 .

Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models

Jean-Marie Dufour, P. Valéry, Pascale Valéry, 2009 .

Hypothesis tests when rank conditions fail : a smooth regularization approach ∗

Jean-Marie Dufour, P. Valéry, 2009 .

On the lack of invariance of some asymptotic tests to rescaling

Jean-Marie Dufour, M. Dagenais, 1992 .

Measuring High-Frequency Causality between Returns, Realized Volatility and Implied Volatility

René Garcia, Jean-Marie Dufour, A. Taamouti, 2011 .

Generalized Chow Tests for Structural Change: a Coordinate-Free Approach

Jean-Marie Dufour, 1982 .

Identification-Robust Factor Pricing: Canadian Evidence

Jean-Marie Dufour, Lynda Khalaf, Marie-Claude Beaulieu, 2016 .

L ' Actualité économique Identification-Robust Factor Pricing : Canadian Evidence

Jean-Marie Dufour, Lynda Khalaf, Marie-Claude Beaulieu, 2022 .

Chuan Goh Efficient Semiparametric Detection of Changes in Trend

P. Phillips, D. Andrews, Jean-Marie Dufour, 2009 .

Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices

Jean-Marie Dufour, David Tessier, 2006 .

Asymptotic distributions for quasi-efficient estimators in echelon VARMA models

Jean-Marie Dufour, Tarek Jouini, Jean-Marie Dufour, 2014, Comput. Stat. Data Anal..

Practical Methods for Modeling Weak VARMA Processes: Identification, Estimation and Specification With a Macroeconomic Application

Jean-Marie Dufour, Denis Pelletier, Jean-Marie Dufour, 2021, Journal of Business & Economic Statistics.

Semiparametric Innovation-Based Tests of Orthogonality and Causality between Two Infinite-Order Cointegrated Ceries with Application to Canada/US Monetary Interactions

Jean-Marie Dufour, Chafik Bouhaddioui, 2011 .

Nonlinear hypotheses, inequality restrictions, and non-nested hypotheses: exact simultaneous tests in linear regressions

Jean-Marie Dufour, Jean-Marie Dufour, 1989 .

Simple estimators and inference for higher-order stochastic volatility models

Jean-Marie Dufour, Md. Nazmul Ahsan, Jean-Marie Dufour, 2021 .

On a Simple Two-Stage Closed-form Estimator for a Stochastic Volatility in a General Linear Regression

Jean-Marie Dufour, P. Valéry, Pascale Valéry, 2006 .

On a simple closed-form estimator for a stochastic volatility model ∗

Jean-Marie Dufour, P. Valéry, Pascale Valéry, 2005 .

CAHIER 29-2001

F. Diebold, N. Shephard, L. Hansen, 2002 .

The importance of seasonality in inventory models

Jean-Marie Dufour, 1993 .

Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions: Invariance and finite-sample distributional theory

Jean-Marie Dufour, F. D. Tchatoka, 2016 .

Identification-robust moment-based tests for Markov switching in autoregressive models

Jean-Marie Dufour, Richard Luger, Jean-Marie Dufour, 2016, 1701.00029.

Exact simulation-based inference for autoregressive processes based on induced tests∗

Jean-Marie Dufour, Malika Neifar, 2005 .

Finite Sample Tests for Arch Effects and Variance Change-points in Linear Regressions

Jean-Marie Dufour, Lynda Khalaf, J. Bernard, 2022 .

Author's Personal Copy Computational Statistics and Data Analysis Finite Sample Multivariate Tests of Asset Pricing Models with Coskewness

Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf, 2022 .

Exact inference and optimal invariant estimation for the tail coefficient of symmetric α-stable ∗ distributions

Jean-Marie Dufour, Jeong-Ryeol Kurz-Kim, Jean-Marie Dufour, 2005 .

Exact Tests and Confidence Sets for the Tail Coefficient of A-Stable Distributions

Jean-Marie Dufour, Jeong-Ryeol Kurz-Kim, 2003, SSRN Electronic Journal.

Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors

Jean-Marie Dufour, Elise Coudin, 2017, Econometric Reviews.

Hodges-Lehmann sign-based estimators and generalized confidence distributions in linear median regressions with heterogenous dependent errors ∗

Jean-Marie Dufour, Elise Coudin, 2009 .

A technical note on divergence of the Wald statistic

Victoria Zinde-Walsh, Jean-Marie Dufour, É. Renault, 2019, 1906.05951.

Multiple Horizon Causality in Network Analysis: Measuring Volatility Interconnections in Financial Markets

Jean-Marie Dufour, Bixi Jian, 2016 .

Wald-type tests when rank conditions fail: a smooth regularization approach ⁄

Jean-Marie Dufour, P. Valéry, Pascale Valéry, 2011 .

Exact Nonparametric Two-Sample Homogeneity Tests

Jean-Marie Dufour, Abdeljelil Farhat, 2002 .

Statistical Inference for Computable General Equilibrium Models, with Application to A Model of the Moroccan Economy

Jean-Marie Dufour, Touhami Abdelkhalek, Jean-Marie Dufour, 1998, Review of Economics and Statistics.

Série Scientifique Scientific Series Identification, Weak Instruments and Statistical Inference in Econometrics Identification, Weak Instruments and Statistical Inference in Econometrics

Jean-Marie Dufour, Lynda Khalaf, Tarek Jouini, 2022 .

Jean-Marie Dufour, Abdeljelil Farhat, 2022 .

Exact Inference Methods for First-Order Autoregressive Distributed Lag Models

Jean-Marie Dufour, J. Kiviet, 1995 .

Generalized Predictive Tests and Structural Change Analysis in Econometrics

Jean-Marie Dufour, Eric Ghysels, Alastair R. Hall, 1994 .

Inflation Dynamics and the New Keynesian Phillips Curve : an Identification Robust Econometric Analysis *

Jean-Marie Dufour, Lynda Khalaf, Maral Kichian, 2000 .

Optimal Invariant Tests for the Autocorrelation Coefficient in Linear Regressions with Stationary and Nonstationary Ar(1) Errors

Jean-Marie Dufour, M. King, 1989 .

Weak identification in probit models with endogenous covariates

Jean-Marie Dufour, Joachim Wilde, 2018 .

Efficient Semiparametric Detection of Changes in Trend Chuan Goh

P. Phillips, D. Andrews, Jean-Marie Dufour, 2009 .

Simplified Conditions for Non-Causality Between Vectors in Multivariate Arma Models

Jean-Marie Dufour, Roch Roy, Jean-Marie Dufour, 1994 .

On the relationship between impulse response analysis, innovation accounting and Granger causality

Jean-Marie Dufour, David Tessier, 1993 .

Unbiasedness of Predictions from Estimated Autoregressions When the True Order Is Unknown

Jean-Marie Dufour, 1984 .

Inflation Dynamics and the New Keynesian Phillips Curve : an Identification Robust Econometric Analysis *

Jean-Marie Dufour, Lynda Khalaf, Maral Kichian, 2000 .

Simulation-based finite-sample tests for heteroskedasticity and ARCH effects ∗

Jean-Marie Dufour, 2001 .

Simulation-Based Finite and Large Sample Tests in Multivariate Regressions

Jean-Marie Dufour, Lynda Khalaf, 2002 .

Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach

Jean-Marie Dufour, Lynda Khalaf, Marie-Claude Beaulieu, 2002, SSRN Electronic Journal.

Editors’ introduction: Heavy tails and stable Paretian distributions in econometrics

Jean-Marie Dufour, Jeong-Ryeol Kurz-Kim, 2014 .

Market failure, inequality and redistribution

Jean-Marie Dufour, 2008 .

Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions

Jean-Marie Dufour, Lynda Khalaf, 2000 .

Editors' introduction: Resampling methods in econometrics

Jean-Marie Dufour, Benoit Perron, Jean-Marie Dufour, 2005 .

Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions *

Jean-Marie Dufour, Lynda Khalaf, 2022 .

Série Scientifique Scientific Series Monte Carlo Tests with Nuisance Parameters: a General Approach to Finite-sample Inference and Non-standard Asymptotics Monte Carlo Tests with Nuisance Parameters: a General Approach to Finite-sample Inference and Non-standard Asymptotics

V. P. Godambe, J. MacKinnon, C. Manski, 2022 .

Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions

Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf, 2005 .

Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models

Jean-Marie Dufour, Lynda Khalaf, Marie-Claude Beaulieu, 2003 .

Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions

Jean-Marie Dufour, Lynda Khalaf, 2001 .

Exact Simulation-Based Tests in Multivariate Regressions: Applications to Asset Pricing Models 1

Jean-Marie Dufour, Lynda Khalaf, Marie-Claude Beaulieu, 2000 .

Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models

Jean-Marie Dufour, T. Abdelkhalek, 1998 .

Markovian Processes , Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes *

Jean-Marie Dufour, Olivier Torrès, 2022 .

Resampling methods in econometrics

Jean-Marie Dufour, B. Perron, 2006 .

Tabulation of Farebrother's Test for Linear Restriction

Jean-Marie Dufour, S. Mahseredjian, 1993, Econometric Theory.

Série Scientifique Scientific Series Testing Mean-variance Efficiency in Capm with Possibly Non-gaussian Errors: an Exact Simulation-based Approach Testing Mean-variance Efficiency in Capm with Possibly Non-gaussian Errors: an Exact Simulation-based Approach *

Jean-Marie Dufour, Lynda Khalaf, Marie-Claude Beaulieu, 2022 .

ST ] 2 D ec 2 01 3 Wald tests when restrictions are locally singular ∗

Victoria Zinde-Walsh, Jean-Marie Dufour, É. Renault, 2013 .

Série Scientifique Scientific Series Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors

Jean-Marie Dufour, A. Monfort, J. Jasiak, 2022 .

Kimball'S Inequality And Bounds Tests For Comparing Several Regressions Under Heterskedasticity

Jean-Marie Dufour, 1990 .

Série Scientifique Scientific Series a Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality a Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality

L. Bauwens, O. Linton, J. Richard, 2022 .

Simulation Based Finite and Large Sample Tests in Multivariate Regressions *

Jean-Marie Dufour, Lynda Khalaf, 2022 .

A warning on the use of the Cochrane-Orcutt procedure based on a money demand equation

Jean-Marie Dufour, M. Gaudry, R. Hafer, 1983 .

Série Scientifique Scientific Series Projection-based Statistical Inference in Linear Structural Models with Possibly Weak Instruments Projection-based Statistical Inference in Linear Structural Models with Possibly Weak Instruments

J. Florens, Jean-Marie Dufour, J. Jasiak, 2022 .

INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS BY DOUGLAS STAIGER AND JAMES H. STOCK'

G. Imbens, G. Chamberlain, Jean-Marie Dufour, 2007 .

Confidence Sets for Inequality Measures: Fieller-Type Methods

Jean-Marie Dufour, Lynda Khalaf, Emmanuel Flachaire, 2016 .

Rank-robust Wald-type tests : a regularization approach ∗

Jean-Marie Dufour, Pascale Valéry, 2016 .

An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices

Jean-Marie Dufour, Lynda Khalaf, Marie-Claude Beaulieu, 2011 .

Série Scientifique Scientific Series Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models

Jean-Marie Dufour, Nour Meddahi, T. Abdelkhalek, 2022 .

Asymptotic Distribution of a Simple Linear Estimator for Varma Models in Echelon Form

Jean-Marie Dufour, Tarek Jouini, 2005 .

An identification-robust test for time-varying parameters in the dynamics of energy prices: DYNAMICS OF ENERGY PRICES

Jean-Marie Dufour, Lynda Khalaf, J. Bernard, 2012 .

Improved Berry-Esseen-Chebyshev Bounds with Statisical Applications

Jean-Marie Dufour, M. Hallin, 1992, Econometric Theory.